Global convergence of a smooth approximation method for mathematical programs with complementarity constraints
文献类型:期刊论文
作者 | Yin, Hongxia; Zhang, Jianzhong |
刊名 | Mathematical methods of operations research
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出版日期 | 2006-10-01 |
卷号 | 64期号:2页码:255-269 |
关键词 | Mpcc Licq Ulsc condition B-stationary point Global convergence |
ISSN号 | 1432-2994 |
DOI | 10.1007/s00186-006-0076-2 |
通讯作者 | Yin, hongxia(hxyin@gucas.ac.cn) |
英文摘要 | A new smoothing approach was given for solving the mathematical programs with complementarity constraints (mpcc) by using the aggregation technique. as the smoothing parameter tends to zero, if the kkt point sequence generated from the smoothed problems satisfies the second-order necessary condition, then any accumulation point of the sequence is a b-stationary point of mpcc if the linear independence constraint qualification (licq) and the upper level strict complementarity (ulsc) condition hold at the limit point. the ulsc condition is weaker than the lower level strict complementarity (llsc) condition generally used in the literatures. moreover, the method can be easily extended to the mathematical programs with general vertical complementarity constraints. |
WOS关键词 | VARIATIONAL INEQUALITY CONSTRAINTS ; INTERIOR-POINT METHOD ; EQUILIBRIUM CONSTRAINTS ; OPTIMIZATION PROBLEMS ; OPTIMALITY CONDITIONS ; STATIONARITY CONDITIONS ; CONTINUATION METHOD ; EXACT PENALIZATION ; QUALIFICATIONS |
WOS研究方向 | Operations Research & Management Science ; Mathematics |
WOS类目 | Operations Research & Management Science ; Mathematics, Applied |
语种 | 英语 |
WOS记录号 | WOS:000240797100005 |
出版者 | SPRINGER HEIDELBERG |
URI标识 | http://www.irgrid.ac.cn/handle/1471x/2379808 |
专题 | 中国科学院大学 |
通讯作者 | Yin, Hongxia |
作者单位 | 1.Grad Univ Chinese Acad Sci, Dept Math, Res Ctr Data Technol & Knowledge Economy, Beijing 100049, Peoples R China 2.Chinese Univ Hong Kong, Dept Syst Engn & Engn Management, Hong Kong, Hong Kong, Peoples R China |
推荐引用方式 GB/T 7714 | Yin, Hongxia,Zhang, Jianzhong. Global convergence of a smooth approximation method for mathematical programs with complementarity constraints[J]. Mathematical methods of operations research,2006,64(2):255-269. |
APA | Yin, Hongxia,&Zhang, Jianzhong.(2006).Global convergence of a smooth approximation method for mathematical programs with complementarity constraints.Mathematical methods of operations research,64(2),255-269. |
MLA | Yin, Hongxia,et al."Global convergence of a smooth approximation method for mathematical programs with complementarity constraints".Mathematical methods of operations research 64.2(2006):255-269. |
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来源:中国科学院大学
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